+41.6%
TXN vs ACM
-45.8%
+87.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | -0.1% | -3.7% | +3.7% | +0.2% |
| 30D | -6.9% | -11.1% | +4.2% | -5.8% |
| 3M | -14.9% | -8.0% | -7.0% | -14.1% |
| 6M | +29.0% | -29.7% | +58.7% | +35.2% |
| YTD | +51.5% | -29.4% | +80.8% | +58.0% |
| 1Y | +41.6% | -46.4% | +88.0% | +57.8% |
| All | +41.6% | -45.8% | +87.3% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling